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Enhanced minimum variance optimisation: a pragmatic approach
Since the establishment of Markowitz's theory, numerous studies have been carried out over the past six decades or so that cover the benefits, limitations, modifications and enhancements of Mean Variance (MV) optimisation. This study endeavours to extend on this, by means of adding factors to the mi...
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| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2017
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